+4,921.3%
SOXL vs GDDY
+207.2%
+4,714.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.5% | +3.2% |
| 7D | +3.9% | -3.2% | +7.1% | +6.1% |
| 30D | -14.3% | +6.8% | -21.1% | -25.1% |
| 3M | -45.6% | +30.5% | -76.1% | -70.7% |
| 6M | +117.2% | +13.3% | +103.9% | +23.7% |
| YTD | +189.8% | -21.0% | +210.8% | +146.6% |
| 1Y | +317.7% | -34.0% | +351.7% | +364.6% |
| 3Y | +478.6% | +33.1% | +445.6% | +111.0% |
| 5Y | +169.5% | +30.3% | +139.2% | +25.0% |
| All | +4,921.3% | +207.2% | +4,714.0% | +864.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling